mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-12 07:27:36 +08:00
Minor fixes after merging
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@@ -1,5 +1,4 @@
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import datetime, requests
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import datetime
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import os
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from logging import Logger
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@@ -11,10 +10,13 @@ log = Logger('test_exchange_bundle')
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EXCHANGE_NAMES = ['bitfinex', 'bittrex', 'poloniex']
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API_URL = 'http://data.enigma.co/api/v1'
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def get_date_from_ms(ms):
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return datetime.datetime.fromtimestamp(ms / 1000.0)
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def get_history(exchange_name, data_frequency, symbol, start_ms = None, end_ms = None):
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def get_history(exchange_name, data_frequency, symbol, start_ms=None,
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end_ms=None):
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"""
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History API provides OHLCV data for any of the supported exchanges up to yesterday.
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@@ -51,7 +53,9 @@ def get_history(exchange_name, data_frequency, symbol, start_ms = None, end_ms =
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"""
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if exchange_name not in EXCHANGE_NAMES:
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raise ValueError('get_history function only supports the following exchanges: {}'.format(list(EXCHANGE_NAMES)))
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raise ValueError(
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'get_history function only supports the following exchanges: {}'.format(
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list(EXCHANGE_NAMES)))
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if data_frequency != 'daily':
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raise ValueError('get_history currently only supports daily data.')
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@@ -61,13 +65,13 @@ def get_history(exchange_name, data_frequency, symbol, start_ms = None, end_ms =
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exchange=exchange_name,
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symbol=symbol,
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data_frequency=data_frequency,
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)
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)
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if start_ms:
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url += '&start={}'.format(int(start_ms/1000))
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url += '&start={}'.format(int(start_ms / 1000))
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if end_ms:
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url += '&end={}'.format(int(end_ms/1000))
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url += '&end={}'.format(int(end_ms / 1000))
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try:
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response = requests.get(url)
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@@ -77,7 +81,7 @@ def get_history(exchange_name, data_frequency, symbol, start_ms = None, end_ms =
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data = response.json()
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if 'error' in response:
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raise ValueError(e)
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raise ValueError(response['error'])
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return data
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@@ -150,7 +154,6 @@ def get_history_mock(exchange_name, data_frequency, symbol, start_ms, end_ms,
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return ohlcv
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def fetch_candles_chunk(exchange, assets, data_frequency, end_dt, bar_count):
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calc_start_dt = end_dt - datetime.timedelta(minutes=bar_count)
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candles = exchange.get_candles(
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@@ -162,6 +165,7 @@ def fetch_candles_chunk(exchange, assets, data_frequency, end_dt, bar_count):
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)
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return candles
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def find_most_recent_time(bundle_name):
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"""
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Find most recent "time folder" for a given bundle.
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